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AW: st: AW: clogit, "initial values not feasible" error


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: AW: clogit, "initial values not feasible" error
Date   Wed, 16 Dec 2009 15:50:39 +0100

<> 


Well, -clogit- does support initial values as you can see from its dialog
box and help file and from my example earlier. You can post your code that
led to the error and we can try to work out the problem that leads to the
error message. Also -set trace on- and report the area around the error...

See -xtmixed- for an example where the -from()- option is indeed not
allowed...


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von joachim jarreau
Gesendet: Mittwoch, 16. Dezember 2009 15:47
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: AW: clogit, "initial values not feasible" error

thank you. I tried this, but i get "time-series operators not allowed"
as response to the -clogit- line. That help file indicates that "Not
all estimators in Stata support this option", i guess its the case
here.
Thanks nonetheless

j.



On Wed, Dec 16, 2009 at 3:07 PM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
> Taking a cue from -h maximize-, the technical way to do this would be:
>
>
> *************
> webuse union, clear
>
> reg union age grade  /*
> */ not_smsa south black
>
> mat A=e(b)
>
> clogit union age grade  /*
> */ not_smsa south black,  /*
> */ group(idcode) from(A, skip)
> *************
>
> I have no idea, though, whether this is appropriate for your
circumstances.
> The help file remarks that "Only in rare circumstances would you ever need
> to specify any of these options..."
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von joachim
jarreau
> Gesendet: Mittwoch, 16. Dezember 2009 15:00
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: AW: clogit, "initial values not feasible" error
>
> http://www.stata.com/statalist/archive/2009-01/msg00732.html
>
>
>
> On Wed, Dec 16, 2009 at 2:34 PM, Martin Weiss <martin.weiss1@gmx.de>
wrote:
>>
>> <>
>>
>>
>> " In searching through precedent posts on the topic, i found a
>> reference to a possibility to feed results from an OLS estimation into
>> a clogit estimation. How can one do this? do you think it would help?"
>>
>> Post the link to the post in question as a first step!
>>
>>
>> HTH
>> Martin
>>
>>
>> -----Ursprüngliche Nachricht-----
>> Von: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von joachim
> jarreau
>> Gesendet: Mittwoch, 16. Dezember 2009 14:26
>> An: statalist@hsphsun2.harvard.edu
>> Betreff: st: clogit, "initial values not feasible" error
>>
>> Hi statalist,
>>
>> I am trying to fit a conditional logit model on some 160,000 obs.;
>> there are about 150 groups spanning 11 years. In the specification Id
>> want to include 3 additional sets of fixed effects; so that the
>> command line is of the type :
>>
>> clogit export x1 x2 x3  provd* secd* yeard*, group(country)
>>
>> where "export" is a binomial variable for positive exports in a given
>> sector and year, from a province to a given country. "provd", "secd"
>> and "yeard" are corresponding sets of dummies.
>> I get "initial values not feasible" (r1400) as error message.
>> Ive got two questions:
>>
>> - What is the critical aspect that makes this specification to heavy
>> to implement/prevents convergence? what should I cut? Do you think
>> there are too many observations, too many dummy variables, or both?
>> (Im am trying these alternative solutions, but any indication
>> concerning a preferred direction to search would be helpful).
>>
>> - In searching through precedent posts on the topic, i found a
>> reference to a possibility to feed results from an OLS estimation into
>> a clogit estimation. How can one do this? do you think it would help?
>>
>> Thank you in advance for any advice.
>>
>> Cheers,
>>
>> joachim
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